Alpha Blue CA US S M C D ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.14% (-3.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8520 | 3.23 | |
| 0.2528 | 3.10 | |
| 0.0000 | 0.00 | |
| 1.6734 | 0.16 | |
| 3.6077 | 0.24 | |
| -19.8949 | -1.48 | |
| 36.7118 | 2.35 | |
| -46.8889 | -3.16 | |
| 40.1619 | 2.69 | |
| -18.6411 | -1.91 |
Estimation Period:
Dec 20, 2023 to Feb 13, 2026
Dec 20, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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